Title:

Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter

Authors:

João Valle e Azevedo (Stanford U)
Jan Koopman (Free U Amsterdam)
António Rua (Bank of Portugal)

Journal:

Journal of Business and Economic Statistics

Year:

2006

Volume:

24

Pages:

278-290

JEL codes:

E32 - Business Fluctuations; Cycles
C51 - Model Construction and Estimation